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En pánico hemos caído sólo el 6%, no está mal. Los resultados son los siguientes:
Resultados Semana Anterior
| Asset | Compra | Venta | % |
| 245.55 | 248.48 | 0.01 |
| 141.12 | 140.47 | -0.0 |
| 199.18 | 203.57 | 0.02 |
| 179.52 | 178.28 | -0.01 |
| 92.42 | 92.78 | 0.0 |
| 168.2 | 175.5 | 0.04 |
| 171.18 | 169.0 | -0.01 |
| 517.4 | 518.63 | 0.0 |
| 113.05 | 114.36 | 0.01 |
| 138.93 | 147.04 | 0.06 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 248.48 |
| 140.47 |
| 203.57 |
| 178.28 |
| 92.78 |
| 175.5 |
| 169.0 |
| 518.63 |
| 114.36 |
| 128.72 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 199,805.20% |
| CAGR﹪ | 19.57% |
|
| Sharpe | 1.02 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 0.99 |
| Sortino | 1.48 |
| Smart Sortino | 1.45 |
| Sortino/√2 | 1.05 |
| Smart Sortino/√2 | 1.02 |
| Omega | 1.2 |
|
| Max Drawdown | -47.44% |
| Longest DD Days | 1744 |
| Volatility (ann.) | 19.46% |
| Calmar | 0.41 |
| Skew | -0.33 |
| Kurtosis | 14.13 |
|
| Expected Daily | 0.07% |
| Expected Monthly | 1.5% |
| Expected Yearly | 19.33% |
| Kelly Criterion | 9.2% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.94% |
| Expected Shortfall (cVaR) | -1.94% |
|
| Max Consecutive Wins | 14 |
| Max Consecutive Losses | 13 |
| Gain/Pain Ratio | 0.2 |
| Gain/Pain (1M) | 1.38 |
|
| Payoff Ratio | 1.02 |
| Profit Factor | 1.2 |
| Common Sense Ratio | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.87 |
| Outlier Loss Ratio | 3.82 |
|
| MTD | 2.44% |
| 3M | -8.85% |
| 6M | -15.85% |
| YTD | -14.21% |
| 1Y | -13.11% |
| 3Y (ann.) | 3.01% |
| 5Y (ann.) | 8.97% |
| 10Y (ann.) | 13.58% |
| All-time (ann.) | 19.57% |
|
| Best Day | 12.84% |
| Worst Day | -19.87% |
| Best Month | 22.44% |
| Worst Month | -29.57% |
| Best Year | 60.37% |
| Worst Year | -28.2% |
|
| Avg. Drawdown | -2.5% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 4211.44 |
| Ulcer Index | 0.11 |
| Serenity Index | 1099.13 |
|
| Avg. Up Month | 4.51% |
| Avg. Down Month | -3.43% |
| Win Days | 54.19% |
| Win Month | 63.96% |
| Win Quarter | 76.92% |
| Win Year | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 11.36% | 11.36% |
| 1981 | 0.67% | -0.67% |
| 1982 | 46.66% | 55.9% |
| 1983 | 22.37% | 23.5% |
| 1984 | 9.92% | 8.89% |
| 1985 | 47.56% | 59.33% |
| 1986 | 33.56% | 36.66% |
| 1987 | 31.5% | 28.89% |
| 1988 | 20.04% | 20.93% |
| 1989 | 42.96% | 51.8% |
| 1990 | 29.98% | 31.83% |
| 1991 | 49.15% | 60.37% |
| 1992 | 23.16% | 24.88% |
| 1993 | 14.8% | 15.06% |
| 1994 | 16.24% | 16.55% |
| 1995 | 39.33% | 47.12% |
| 1996 | 32.0% | 36.11% |
| 1997 | 25.4% | 26.33% |
| 1998 | 37.47% | 41.64% |
| 1999 | 20.27% | 20.26% |
| 2000 | -6.28% | -8.09% |
| 2001 | -10.59% | -13.34% |
| 2002 | -12.76% | -15.82% |
| 2003 | 41.76% | 49.04% |
| 2004 | 14.17% | 14.37% |
| 2005 | 9.47% | 9.19% |
| 2006 | 20.63% | 21.9% |
| 2007 | 20.51% | 21.33% |
| 2008 | -23.9% | -28.2% |
| 2009 | 41.66% | 46.1% |
| 2010 | 26.78% | 28.71% |
| 2011 | 12.27% | 10.74% |
| 2012 | 17.68% | 18.25% |
| 2013 | 25.03% | 27.59% |
| 2014 | 18.05% | 18.94% |
| 2015 | 12.98% | 12.3% |
| 2016 | 8.67% | 8.15% |
| 2017 | 27.31% | 31.01% |
| 2018 | 9.53% | 8.52% |
| 2019 | 28.24% | 31.53% |
| 2020 | 5.97% | 0.07% |
| 2021 | 13.84% | 13.56% |
| 2022 | -14.3% | -14.21% |
| Started | Recovered | Drawdown | Days |
|---|
| 1999-04-28 | 2004-02-05 | -47.44 | 1744 |
| 2007-12-26 | 2009-11-25 | -44.63 | 700 |
| 1987-10-06 | 1989-05-01 | -37.91 | 573 |
| 2020-01-03 | 2020-12-04 | -33.61 | 336 |
| 1998-07-20 | 1998-12-29 | -25.30 | 162 |
| 1990-07-17 | 1991-01-17 | -23.93 | 184 |
| 2021-11-08 | 2022-07-08 | -23.55 | 242 |
| 1981-06-16 | 1982-05-07 | -20.80 | 325 |
| 1983-07-27 | 1984-12-18 | -19.62 | 510 |
| 1986-06-02 | 1987-01-05 | -18.53 | 217 |
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